Some families of differential systems with random delays and methods of their analysis

Бесплатный доступ

In this paper we consider some schemes for an aproximate analysis of linear and nonlinear dynamic systems described by deterministic and stochastic differential equations with random delays. The schemes are based on the classical step method, an extension of state space and a statistical modelling. In a number of cases such the scheme allows to transform the original equations to a system of stochastic differential equations without delays.

Stochastic analysis, dynamic system, random, modelling, state vector, transition process, delay

Короткий адрес: https://sciup.org/14729987

IDR: 14729987

Статья научная